UDC 519.852.67

Authors

L. S. Zvyagin
PhD, associate Professor of the Department «System analysis in economics», Financial University under the Government of the Russian Federation, Moscow, Russia
Torah Humberto Ascanio de Silva
PhD, Center for mathematical and natural sciences, Professor of the Federal University of Rio de Janeiro (UFRJ), Rio de Janeiro, Brasilia

Abstract

When developing problem-oriented software systems associated with models of complex systems, there are problems with a large number of desired values and a significant number of relationships between these values. When solving large-size problems, there is a problem of limited computer RAM or unacceptable expenditures of machine time. In some cases, the solution can be obtained using decomposition, i.e. sequential reduction to problems of small dimensions. In other situations, we can only talk about an approximate description of a large system (for example, by introducing aggregates, building suboptimal controls, etc.), then we face questions about the adequacy or accuracy of the approximation. This research is dedicated to solving these issues.

Keywords

Analysis, Investment risks, Complex systems, Fuzzy logic methods